Hillenbrand Inc (HI)
48.95
-0.23
(-0.47%)
USD |
NYSE |
Apr 24, 16:00
48.96
0.00 (0.00%)
Pre-Market: 20:00
Hillenbrand Max Drawdown (5Y): 71.95% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 71.95% |
| February 29, 2024 | 71.95% |
| January 31, 2024 | 71.95% |
| December 31, 2023 | 71.95% |
| November 30, 2023 | 71.95% |
| October 31, 2023 | 71.95% |
| September 30, 2023 | 71.95% |
| August 31, 2023 | 71.95% |
| July 31, 2023 | 71.95% |
| June 30, 2023 | 71.95% |
| May 31, 2023 | 71.95% |
| April 30, 2023 | 71.95% |
| March 31, 2023 | 71.95% |
| February 28, 2023 | 71.95% |
| January 31, 2023 | 71.95% |
| December 31, 2022 | 71.95% |
| November 30, 2022 | 71.95% |
| October 31, 2022 | 71.95% |
| September 30, 2022 | 71.95% |
| August 31, 2022 | 71.95% |
| July 31, 2022 | 71.95% |
| June 30, 2022 | 71.95% |
| May 31, 2022 | 71.95% |
| April 30, 2022 | 71.95% |
| March 31, 2022 | 71.95% |
| Date | Value |
|---|---|
| February 28, 2022 | 71.95% |
| January 31, 2022 | 71.95% |
| December 31, 2021 | 71.95% |
| November 30, 2021 | 71.95% |
| October 31, 2021 | 71.95% |
| September 30, 2021 | 71.95% |
| August 31, 2021 | 71.95% |
| July 31, 2021 | 71.95% |
| June 30, 2021 | 71.95% |
| May 31, 2021 | 71.95% |
| April 30, 2021 | 71.95% |
| March 31, 2021 | 71.95% |
| February 28, 2021 | 71.95% |
| January 31, 2021 | 71.95% |
| December 31, 2020 | 71.95% |
| November 30, 2020 | 71.95% |
| October 31, 2020 | 71.95% |
| September 30, 2020 | 71.95% |
| August 31, 2020 | 71.95% |
| July 31, 2020 | 71.95% |
| June 30, 2020 | 71.95% |
| May 31, 2020 | 71.95% |
| April 30, 2020 | 71.95% |
| March 31, 2020 | 71.95% |
| February 29, 2020 | 54.63% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
31.01%
Minimum
Apr 2019
71.95%
Maximum
Mar 2020
66.80%
Average
71.95%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Symbotic Inc | -- |
| Acacia Research Corp | 86.02% |
| Chicago Rivet & Machine Co | 58.85% |
| Enpro Inc | 65.76% |
| Park-Ohio Holdings Corp | 78.54% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.19 |
| Beta (5Y) | 1.494 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.69% |
| Historical Sharpe Ratio (5Y) | 0.1087 |
| Historical Sortino (5Y) | 0.1715 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.95% |